There are three remarkable things about Marple: Nemesis, a 2008 ITV outing for Agatha Christie's elderly detective. For a start, it's the only time she's handed a mission, rather than just stumbling across a body and spontaneously sleuthing. It took more liberties with the original novel than usual – plots were dropped, motives skewed, two characters conflated to make a serial-killing lesbian nun. And, finally, it was directed by Nicolas Winding Refn, then best known for the Pusher trilogy: a Danish gangster saga, all grimy machismo and intestines down the sink.

"I was broke as hell," he explains, chewing popcorn in a back room at the O2 centre in London. "I'd gone bankrupt and owed my bank £1m. I paid that back by making the Pusher sequels but I myself had no money. And I was really tired of Denmark. I needed a break."

In fact, Refn directed two Marples; the other he says he forgets the title of. Anyway, he requested his name be removed from the credits; there are dark mutters about post-production discussions with "people I maybe didn't respect. But I loved Geraldine McEwan. We became very close. I wish she were younger; she's a fucking powerhouse." It was, he says, a hack job, but look back at Nemesis today and it's clearly Refn's work. There's the primal violence, the big acoustics, the screen soaked in his signature blanket of red.

And, oddly enough, it's Marple that somehow provides a truer link to his new film, Drive, than the rest of his back catalogue (the Pusher films, Fear X, Bleeder, mad Norse bloodbath Valhalla Rising, splashy jailbird biopic Bronson). Both Marple and Drive are unashamedly accessible – the latter, with its pink neon titles and hooky soundtrack, has been described by its star, Ryan Gosling, as a John Hughes movie with head-smashing. Both films feature an apparently immortal protagonist with impeccable motives whose aim is the protection of others – a superhero, of sorts. And both are simple stories of good and evil. The difference is that Drive is a stunning leap forward for Refn, and an inspired winner of the best director award at Cannes this year.

Gosling plays a taciturn stunt driver who moonlights behind the wheel of getaway cars after hours. It's a quiet life of cruising and eluding that skids off the tracks when he meets young mother Carey Mulligan and later her ex-con husband. In James Sallis's original novella, there's a backstory. The movie strips that out and places faith in the lean, mean, purring fundamentals.

Refn makes a case for Drive as an almost childish fable – albeit one in which someone gets a fork in the face (and not by accident). "I read Grimm fairytales to my daughter a few years ago, and the idea with Drive was similar. You have the driver who's like a knight, the innocent maiden, the evil king [Albert Brooks's nefarious kingpin] and the dragon [Ron Perlman's roaring mobster]. They're all archetypes. It takes place in a city of millions but you never really see anyone. That isolates them, makes it very specific."

It's highly developed, all this, more than one might pick up from a single viewing. At one point Gosling takes Mulligan and her son to a canal: a pastoral idyll in the middle of Los Angeles. The keynote tune pumps out over the top, a trippy synth number about proving yourself "a real human being, and a real hero". It's back in refrain at the climax, when Gosling's character graduates to real hero status, a body double no more.

"He's the man we all aspire to be," Refn says. "But he wasn't meant to live in the real world. He's too noble, too innocent." Indeed, for such a sensual film, Drive is striking for the chasteness of its central affair – Refn even snipped out a kiss early on for fear it would "ruin the poetry". "In the old days knights would put a sword between themselves and a woman. And in Los Angeles, a man like this exists."

To some extent, the more significant love story is that between its director and its star. Gosling, on board first, was eager to court Refn, but their initial dinner was awkward. "Like a blind date gone wrong," Refn says. "Then Ryan drove me home," (Refn doesn't have a licence, having failed his test eight times), "and this song, Can't Fight This Feeling by REO Speedwagon, came on the radio and I started singing along and all that isolation and loneliness was overcome. We understood each other. The film is that scene, really." His eyes glisten at the memory.

The pair plan to explore this "telekinetic" connection on two further projects, one of which, Only God Forgives, starts shooting in a fortnight in Bangkok. Such enthusiasm – they wooed the crowds at Cannes by smooching metrosexually on the red carpet – is a product of his style as a director: Marple aside, it's full-throttle or nothing. There's no way Refn couldn't have fallen for his leading man. He's a self-confessed fanboy, who allies himself with the crowds in the O2 attending Big Screen, the UK's inaugural crack at aping Comic-Con. "These are my people," he tells me as Darth Vader and some goblins stumble past. At first, it's hard to swallow – he's a drawling transatlantic sophisticate whose dad is Lars von Trier's long-time editor and whose cardie looks like it cost a bomb. But he's an obsessive, certainly.

"I'm not the greatest film-maker in the world by any means," he says, "but I am the best film-maker to make this kind of film. I have to make it into a fetish." For Drive that meant decamping to LA with his wife and their two young daughters, where they lived and edited the film in a house along with Mulligan and screenwriter Hossein Amini. "Ryan would come by all the time. It was very collaborative. All we needed was a lot of cocaine and it would have been like 1973."

Gosling has recalled Refn wandering round the set, listening to his iPod, tears streaming down his face. When he and Mulligan were rehearsing a scene, the director would just hug them until he felt they were ready. "I'd tell them: 'Go with God, go with God.'" Meaning what? He shrugs and smiles. "Believe in me."

Yikes. But then Refn would be the first to admit that his strain of obsessive enthusiasm can spill into vainglory. In his youth he was known in Denmark as "l'Enfant Sauvage" – he was, in his own words, "arrogant, self-absorbed, degrading, a megalomaniac". His sticky relationship with his homeland's cinema industry seems to stem from his decision to turn down a place at the National Film School when he was offered cash to fund Pusher. "But, fuck! Give me a break! I had a movie to make. I'm a New Yorker by heart. I believe in doing."

It didn't pay off at first. The film failed to pick up screenings at even small film festivals, until a London distributor took a punt on it, "and my life changed radically". In fact, the UK has served Refn well (he's reciprocally enthusiastic about us) – after that bankruptcy wobble and the Marple experience, his next two films were shot on these shores (Bronson in Nottingham, Valhalla in Glasgow).

But his key professional moment he pinpoints as a personal one: the birth of his first daughter. "Having a child made me a much better director. Everything in my life changed. I understood that what I was making was not about me, it was about the process of creating. You have to cut the tie to your own ego."

He warms to his theme. "Film-making is the only thing a man can do that could possibly be similar to a woman giving birth. It's such an emotionally complex experience, we men could never understand what a woman goes through, which is why women are so much more sophisticated and interesting, and in my opinion should rule the world."

Refn is eager to tout his feminine credentials: he likes pink, and playing with dolls, but he can't stand sports. Word is he'll be top of the pile to direct the Wonder Woman movie, on the proviso that his first bonafide blockbuster – a Logan's Run remake, also with Gosling – passes muster. Might he have liked to be born a woman? He hums. "I guess my ideal world would be one of only women." But wouldn't he be dead? "No, I'd be the only guy." So he'd have fun. "Hell, yeah!" He grins broadly and cracks on with his popcorn, a fanboy at heart after all, perhaps.